Tagged Particle Limit for a Fleming-Viot Type System

Ilie A. Grigorescu (University of Miami)
Min Kang (North Carolina State University)

Abstract


We consider a branching system of $N$ Brownian particles evolving independently in a domain $D$ during any time interval between boundary hits. As soon as one particle reaches the boundary it is killed and one of the other particles splits into two independent particles, the complement of the set $D$ acting as a catalyst or hard obstacle. Identifying the newly born particle with the one killed upon contact with the catalyst, we determine the exact law of the tagged particle as $N$ approaches infinity. In addition, we show that any finite number of labelled particles become independent in the limit. Both results can be seen as scaling limits of a genome population undergoing redistribution present in the Fleming-Viot dynamics.

Full Text: Download PDF | View PDF online (requires PDF plugin)

Pages: 311-331

Publication Date: April 20, 2006

DOI: 10.1214/EJP.v11-316

References

  1. Billingsley, P. Convergence of Probability Measures. Wiley series in probability and statistics, New York (1968) Math. Review MR0233396 (38 #1718)
  2. Burdzy, K., Hol yst, R., Ingerman, D., March, P. (1996) Configurational transition in a Fleming-Viot type model and probabilistic interpretation of Laplacian eigenfunctions J. Phys. A 29, 2633-2642. Math. Review number not available
  3. Burdzy, K., Hol yst, R., March, P. (2000) A Fleming-Viot particle representation of the Dirichlet Laplacian Comm. Math. Phys. 214, no. 3. Math. Review MR1800866 (2002c:60130)
  4. Dawson, D.A. (1992) Infinitely divisible random measures and superprocesses. In: Stochastic Analysis and Related Topics, H. K"{o}rezlioglu and A.S. "{U}st"{u}nel, Eds, Boston: Birkh"{a}user. Math. Review MR1203373 (94f:60065)
  5. Ethier, S., Kurtz, T. (1986) Markov processes : characterization and convergence. Wiley series in probability and statistics, New York. Math. Review MR0838085 (88a:60130)
  6. Evans, L.C. (1998) Partial Differential Equations American Mathematical Society, Providence, R.I. Math. Review MR1625845 (99e:35001)
  7. Grigorescu, I., Kang, M. (2002) Brownian motion on the figure eight Journal of Theoretical Probability, 15 (3): 817-844. Math. Review MR1922448 (2003f:60144)
  8. Grigorescu, I., Kang, M. (2003) Path Collapse for an Inhomogeneous Random Walk. J. Theoret. Probab. 16, no. 1, 147--159. Math. Review MR1956825 (2004i:60116)
  9. Grigorescu, I., Kang, M. (2005) Ergodic Properties of Multidimensional Brownian Motion with Rebirth Preprint. Preprint.
  10. Grigorescu, Ilie; Kang, Min Path collapse for multidimensional Brownian motion with rebirth. Statist. Probab. Lett. 70 (2004), no. 3, 199--209. Math. Review MR2108086 (2005j:60155)
  11. Grigorescu, I., Kang, M. (2004) Hydrodynamic Limit for a Fleming-Viot Type System. Stochastic Process. Appl. 110, no. 1, 111-143. Math. Review MR2052139 (2005d:60153)
  12. Hiraba, S.(2000) Jump-type Fleming-Viot processes }Adv. in Appl. Probab. 32, no. 1, 140--158. Math. Review MR1765166 (2001g:60119)
  13. Ikeda, N., Watanabe, S. (1989) Stochastic Differential Equations and Diffusion Processes Second Edition, North-Holland, Amsterdam and Kodansha, Tokyo. Math. Review MR1011252 (90m:60069)
  14. Oelschl"{a}ger, K. (1985) A law of large numbers for moderately interacting diffusion processes Z. Wahrscheinlichkeitstheorie verw. Gebiete, vol 69, 279-322. Math. Review MR0779460 (86h:60153)
  15. Kipnis, C.; Landim, C. (1999) Scaling Limits of Interacting Particle Systems} Springer-Verlag, New York. Math. Review MR1707314 (2000i:60001)


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.